mini-sized Dow ($5) Future December 2011

Trading Metrics calculated at close of trading on 27-Oct-2011

Day Change Summary
	Previous	Current
	26-Oct-2011	27-Oct-2011	Change	Change %	Previous Week
Open	11,668	11,806	138	1.2%	11,559
High	11,833	12,228	395	3.3%	11,763
Low	11,632	11,806	174	1.5%	11,219
Close	11,802	12,168	366	3.1%	11,757
Range	201	422	221	110.0%	544
ATR	269	281	11	4.2%	0
Volume	141,154	138,909	-2,245	-1.6%	672,224

Daily Pivots for day following 27-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,333	13,173	12,400
R3	12,911	12,751	12,284
R2	12,489	12,489	12,245
R1	12,329	12,329	12,207	12,409
PP	12,067	12,067	12,067	12,108
S1	11,907	11,907	12,129	11,987
S2	11,645	11,645	12,091
S3	11,223	11,485	12,052
S4	10,801	11,063	11,936

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	13,212	13,028	12,056
R3	12,668	12,484	11,907
R2	12,124	12,124	11,857
R1	11,940	11,940	11,807	12,032
PP	11,580	11,580	11,580	11,626
S1	11,396	11,396	11,707	11,488
S2	11,036	11,036	11,657
S3	10,492	10,852	11,608
S4	9,948	10,308	11,458

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,228	11,457	771	6.3%	277	2.3%	92%	True	False	128,943
10	12,228	11,219	1,009	8.3%	271	2.2%	94%	True	False	130,330
20	12,228	10,328	1,900	15.6%	272	2.2%	97%	True	False	137,409
40	12,228	10,328	1,900	15.6%	291	2.4%	97%	True	False	125,985
60	12,228	10,328	1,900	15.6%	318	2.6%	97%	True	False	84,088
80	12,675	10,328	2,347	19.3%	285	2.3%	78%	False	False	63,089
100	12,675	10,328	2,347	19.3%	250	2.1%	78%	False	False	50,489

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	47
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	14,022
2.618	13,333
1.618	12,911
1.000	12,650
0.618	12,489
HIGH	12,228
0.618	12,067
0.500	12,017
0.382	11,967
LOW	11,806
0.618	11,545
1.000	11,384
1.618	11,123
2.618	10,701
4.250	10,013

Fisher Pivots for day following 27-Oct-2011
Pivot	1 day	3 day
R1	12,118	12,087
PP	12,067	12,006
S1	12,017	11,926

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These figures are updated between 7pm and 10pm EST after a trading day.

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